Lagrange mean value theorem

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Statement

Suppose f is a function defined on a closed interval [a,b] (with a<b) such that the following two conditions hold:

  1. f is a continuous function on the closed interval [a,b] (i.e., it is right continuous at a, left continuous at b, and two-sided continuous at all points in the open interval (a,b)).
  2. f is a differentiable function on the open interval (a,b), i.e., the derivative exists at all points in (a,b). Note that we do not require the derivative of f to be a continuous function.

Then, there exists c in the open interval (a,b) such that the derivative of f at c equals the difference quotient Δf(a,b). More explicitly:

f(c)=f(b)f(a)ba

Geometrically, this is equivalent to stating that the tangent line to the graph of f at c is parallel to the chord joining the points (a,f(a)) and (b,f(b)).

Note that the theorem simply guarantees the existence of c, and does not give a formula for finding such a c (which may or may not be unique).

Related facts

Facts used

  1. Continuous functions form a vector space
  2. Differentiable functions form a vector space
  3. Rolle's theorem
  4. Differentiation is linear

Proof

Step no. Assertion/construction Facts used Given data used Previous steps used Explanation
1 Consider the function h(x):=f(b)f(a)bax+bf(a)af(b)ba. Then, h is a linear (and hence a continuous and differentiable) function with h(a)=f(a) and h(b)=f(b) Just plug in and check. Secretly, we obtained h by trying to write the equation of the line joining the points (a,f(a)) and (b,f(b)).
2 Define g=fh on [a,b], i.e., g(x):=f(x)h(x).
3 g is continuous on [a,b] Fact (1) f is continuous on [a,b] Steps (1), (2) [SHOW MORE]
4 g is differentiable on (a,b) Fact (2) f is differentiable on (a,b) Steps (1), (2) [SHOW MORE]
5 g(a)=g(b)=0 Steps (1), (2) [SHOW MORE]
6 There exists c(a,b) such that g(c)=0. Fact (3) Steps (3), (4), (5) [SHOW MORE]
7 For the c obtained in step (6), f(c)=h(c) Fact (4) Steps (2), (6) From Step (2), g=fh. Differentiating both sides by Fact (4), we get g=fh on (a,b). Since g(c)=0, we obtain that f(c)=h(c).</toggledisplay>
8 h(x)=f(b)f(a)ba for all x. In particular, h(c)=f(b)f(a)ba. Step (1) Differentiate the expression for h(x) from Step (1).
9 f(c)=f(b)f(a)ba Steps (7), (8) Step-combination direct